Short answer
Yes. Get a Comp. Card. Refusal to produce one sends the wrong message to the pit crew and they are much more likely to take notice if you happen to start adjusting your bets, even more so if you start winning.
Its a bigger deal at the higher limit tables. If you are only at the $10 tables, take your pick. Additionally some casinos will limit your bet spread if you play as an unrated player, not good. At a $100 table, proudly show your comp card like any other big spender, the pit crew will not blink. If you refuse, like I did one night at New York, New York, LV, you will have a visit from a Casino host, then The Casino Manager. NOT GOOD!! You will likely have your play immediately tracked by the eye in the sky, and have that HD snapshot taken to figure out who you are and what your doing.
Just show the damn card just like the ploppies; no one blinks until you refuse to play the game, their game.
Draw as little attention to yourself as possible. In the Casinos mind, you want all the freebees you can get with the card, and to refuse is suspiscious. It just doesn't make sense, why everyone else wants to be comps for rooms, food, beverage (RFB), "what's the guys deal" they will ask.